It is also risky in my own opinion as the casino have control over your account by banning the account or not. If your country banned gambling then the casino will surely add your country in the list that are not allowed to gamble on the casino. So, I would only use this to check not for gambling.
We can access casino sites using VPN but if my location is blacklisted it will be very risky to gamble because casinos can freeze funds or ban accounts whenever they want, so there is no option to gamble using third party access to hide IP, unless you willing to take the risk and better use the minimum funds just to gamble for entertainment.
I have used the VPNs that the Opera mini browser brings a lot, because I have downloaded many VPNs that slow down my PC and it does not enter, I cannot find a VPN that I can access and when I click on the location the site that I am entering appears, if I use a VPN from I get a prohibited country that I cannot enter, so it is very difficult for me to access it, taking this into consideration, how do they do it? I imagine that many pay VPN and that's why they can have access, but I don't do those things anymore because it scares me, if I have to withdraw and they don't give me the money because they detect that I'm using VPN then it would be a bad time for me .
This is why it is important for you to read the terms in the casino you are playing, terms related to the usage of VPN.
If you cant find it, ask their support to know you are allowed to use VPN or not.
Some casinos are allowing users to use VPN to bypass the restriction of game providers but not to bypass casino/license restriction.
If you are allowed to use VPN, make sure that you do not use the free one so you need to find paid VPN.